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Publicado por LAP LAMBERT Academic Publishing Nov 2011, 2011
ISBN 10: 3846593559ISBN 13: 9783846593554
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Libro Impresión bajo demanda
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Time series analyses particularly forecasting of financial data have been attracting some special attention due to its nonlinear nature and complex behavior. Since the classical statistical methods become inadequate in such cases, a new generation of methodologies has been using for the analysis of trends, patterns and forecasting. Artificial Neural Networks (ANN) has been approved successful in recent time to approximate such non-linearity. In pursuing the prediction of Dhaka Stock Exchange (DSE) General Index, the study has made an attempt to develop a traditional linear ARIMA model and a non-linear ANN model. Finally, the prediction performances are compared on the basis of accuracy in prediction and several performance indicators. The findings of the study suggest ANN model as the more efficient one for the DSE General Index prediction than the traditional ARIMA model. 112 pp. Englisch.
Publicado por LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3846593559ISBN 13: 9783846593554
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Libro Impresión bajo demanda
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Time series analyses particularly forecasting of financial data have been attracting some special attention due to its nonlinear nature and complex behavior. Since the classical statistical methods become inadequate in such cases, a new generation of methodologies has been using for the analysis of trends, patterns and forecasting. Artificial Neural Networks (ANN) has been approved successful in recent time to approximate such non-linearity. In pursuing the prediction of Dhaka Stock Exchange (DSE) General Index, the study has made an attempt to develop a traditional linear ARIMA model and a non-linear ANN model. Finally, the prediction performances are compared on the basis of accuracy in prediction and several performance indicators. The findings of the study suggest ANN model as the more efficient one for the DSE General Index prediction than the traditional ARIMA model.
Publicado por LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3846593559ISBN 13: 9783846593554
Librería: moluna, Greven, Alemania
Libro Impresión bajo demanda
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Saha ShishirS Saha obtained both BSc and MS degrees in Statistics from Shahjalal University of Science & Technolgy, Sylhet, Bangladesh. He did his MS Thesis on Time Series Modeling of DSE share price index under supervision of Profes.